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optimal portfolio

Portfolio in which the risk-reward combination is such that it yields the maximum returns (provides the highest utility) possible under the current and anticipated circumstances. Its mathematical formulation was provided the University of California's noble laureate economist Harry Markowitz (born 1927) in 1952.

Related information about optimal portfolio:
  1. Financial Concepts: The Optimal Portfolio | Investopedia
    The optimal portfolio concept falls under the modern portfolio theory. The theory assumes (among other things) that investors fanatically try to minimize risk while ...
     
  2. Optimal Portfolio Tutorial
    At the "heart" of the PMF™ we create for our clients is an OPTIMAL PORTFOLIO containing only those stocks they wish to invest in. In the following do-it-yourself ...
     
  3. Optimal Portfolio - Financial Dictionary - The Free Dictionary
    An efficient portfolio most preferred by an investor because its risk/reward characteristics approximate the investor's utility function. A portfolio that maximizes an ...
     
  4. Modern portfolio theory - Wikipedia, the free encyclopedia
    An investor may not even be able to assemble the theoretically optimal portfolio if the market moves too much while they are buying the required securities.
     
  5. What is optimal portfolio? definition and meaning
    Definition of optimal portfolio: Portfolio in which the risk-reward combination is such that it yields the maximum returns (provides the highest utility) possible ...
     
  6. Optimal Portfolio Selection
    In brief, this function measures the utility or desirability of a portfolio or investment strategy by starting with the expected or average return as a base number and ...
     
  7. Calculating a Sharpe Optimal Portfolio with Excel
    This is known as the Sharpe Optimal Portfolio. Sample investment returns for the three stocks are provided, but the spreadsheet can be easily adapted to other ...
     
  8. The Optimal Portfolio
    Jul 25, 2009 ... How to maximize wealth, minimize costs, and eliminate the risk of underperformance.